How does the auto responder, notification email and thank you integrate with each other

I'm not exactly sure what do you mean by "integrate", but please note that these two works differently. The notification email is the email that will be sent to you as the form owner after someone submits the form. The autoresponder email is the email that will be sent to the form submitter.

You can find more details here: http://www.jotform.com/help/30-Notification-Autoresponder-Email-Details.

Thanks for your reply.

I understand that the Notification is when I get notified when someone fills in the form.

Also understand that Autoresponder is the form that goes out to person who fills out the form.

Then in the Form Builder there is also a Thank You button.  

So if the Autoresponder goes to the "submitter" then what does the message in the "Thank You" button do?

The message in the Thank You page is displayed to the user after a successful form submission. This is the last step of the form submission.

Let us know if you need more clarification regarding this.